CharFunTool: The Characteristic Functions Toolbox

버전 1.4.1 (1.96 MB) 작성자: Viktor Witkovsky
Institute of Measurement Science SAS - MATLAB repository of characteristic functions and tools for their combination and inversion
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업데이트 날짜: 2024/5/4
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CharFunTool consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the combined and/or compound characteristic functions, used to evaluate the cumulative distribution function (CDF), the probability density function (PDF), and/or the quantile function (QF).

For more details and current development see: https://github.com/witkovsky/CharFunTool.

인용 양식

Viktor Witkovsky (2024). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. 검색됨 .

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버전 게시됨 릴리스 정보
1.4.1

IMS SAS included in Summary
1.4.0

Release v1.4.0 introduces a set of new characteristic functions related to the Chi-distribution, the non-central Chi-distribution and CFs of the associated log-transformed random variables.
1.0.0.0

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